+5.9%
TXT vs EPAM
-7.6%
+13.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +1.6% |
| 7D | -1.1% | +18.8% | -19.9% | -1.1% |
| 30D | +17.1% | +44.9% | -27.9% | +16.6% |
| 3M | -2.6% | +68.6% | -71.2% | -3.3% |
| 6M | -4.6% | +65.4% | -70.0% | -5.5% |
| YTD | -0.3% | -19.9% | +19.6% | -0.2% |
| 1Y | +5.9% | -10.0% | +15.9% | +3.2% |
| All | +5.9% | -7.6% | +13.5% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling